Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization - Ghadimi, Saeed; Lan, Guanghui; Zhang, Hongchao (Mathematical programming, 2016)
Keywords: Algorithms; Approximation; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Complexity; Full Length Paper; Mathematical analysis; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical models; Mathematical programming; Mathematics; Mathematics and Statistics; Mathematics of Computing; Methods; Numerical Analysis; Optimization; Programming; Random variables; Stochastic models; Stochasticity; Studies; Theoretical; Nonconvex optimization; 90C25; Mini-batch of samples; 90C22; 90C06; Stochastic approximation; 49M37; Zeroth-order method; Constrained stochastic programming; First-order method; Stochastic programming